Research Output per year
Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Conformally Flat
Mathematics
Metric
Mathematics
Heat Kernel
Mathematics
Minimal surface
Mathematics
Decay Rate
Mathematics
Isometric
Mathematics
Volatility
Mathematics
Curvature
Mathematics
Network
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Research Output 2008 2016
- 7 Citations
- 1 h-Index
- 4 Article
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
Taylor, S., Glasgow, S., Taylor, J. & Vecer, J., Sep 1 2016, In : Methodology and Computing in Applied Probability. 18, 3, p. 847-867 21 p.Research output: Contribution to journal › Article
Heat Kernel
Volatility
Approximation
Transition Density
Model
Asymptotic curvature bounds for conformally flat metrics on the plane
Mateljević, M., Anić, I. & Taylor, S., Jun 1 2010, In : Filomat. 24, 2, p. 93-100 8 p.Research output: Contribution to journal › Article
Conformally Flat
Decay Rate
Curvature
Gauss Curvature
Metric
7
Citations
(Scopus)
A novel reduction of the simple asian option and lie-group invariant solutionsa
Taylor, S. & Glasgow, S., Dec 1 2009, In : International Journal of Theoretical and Applied Finance. 12, 8, p. 1197-1212 16 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Partial differential equations
Asian options
Symmetry
Symmetry group
Asia
Locally isometric families of minimal surfaces
Peterson, A. & Taylor, S., Jun 24 2008, In : Balkan Journal of Geometry and its Applications. 13, 2, p. 80-85 6 p.Research output: Contribution to journal › Article
Minimal surface
Isometric
Metric
Systems of Partial Differential Equations
Euclidean